Shanghai Stock Exchange 180 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.29% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 14.12 | |
| 0.0655 | 27.08 | |
| 0.9293 | 388.98 |
Estimation Period:
Jun 28, 2002 to Dec 31, 2025
Jun 28, 2002 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices